# This code is hosted on http://code.google.com/p/lenthorp/
# Freely available for use in applications, but should NOT be modified
# Email all comments to lenthorpresearch@gmail.com

import PricingEngineMod
from PricingEngineMod import *
reload(PricingEngineMod)

from math import exp, log, sqrt, pow
from scipy.stats import norm

# modelParams:
# otherParams:
class HybridIRFXLocalVol(PricingEngine):

    def getPrice(self):
        if (self.currentStatus > 0):
            val = 0.0
            return val